mcmcensemble (Q127178)
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Ensemble Sampler for Affine-Invariant MCMC
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | mcmcensemble |
Ensemble Sampler for Affine-Invariant MCMC |
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Sanda Dejanic
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24 July 2025
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Provides ensemble samplers for affine-invariant Monte Carlo Markov Chain, which allow a faster convergence for badly scaled estimation problems. Two samplers are proposed: the 'differential.evolution' sampler from ter Braak and Vrugt (2008) <doi:10.1007/s11222-008-9104-9> and the 'stretch' sampler from Goodman and Weare (2010) <doi:10.2140/camcos.2010.5.65>.
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